+545.0%
PBR vs UPST
-89.8%
+634.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.9% |
| 7D | +8.6% | -3.5% | +12.1% | +8.7% |
| 30D | +12.8% | -7.1% | +19.9% | +13.0% |
| 3M | +14.7% | -13.1% | +27.8% | +15.0% |
| 6M | +25.2% | -1.1% | +26.3% | +24.6% |
| YTD | +77.1% | -35.9% | +113.0% | +78.8% |
| 1Y | +69.6% | -57.4% | +127.0% | +73.3% |
| 3Y | +95.6% | -14.9% | +110.4% | +89.6% |
| All | +545.0% | -89.8% | +634.8% | +614.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling